You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zlalsd.f 23 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693
  1. *> \brief \b ZLALSD uses the singular value decomposition of A to solve the least squares problem.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLALSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlalsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlalsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlalsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLALSD( UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND,
  22. * RANK, WORK, RWORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDB, N, NRHS, RANK, SMLSIZ
  27. * DOUBLE PRECISION RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IWORK( * )
  31. * DOUBLE PRECISION D( * ), E( * ), RWORK( * )
  32. * COMPLEX*16 B( LDB, * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZLALSD uses the singular value decomposition of A to solve the least
  42. *> squares problem of finding X to minimize the Euclidean norm of each
  43. *> column of A*X-B, where A is N-by-N upper bidiagonal, and X and B
  44. *> are N-by-NRHS. The solution X overwrites B.
  45. *>
  46. *> The singular values of A smaller than RCOND times the largest
  47. *> singular value are treated as zero in solving the least squares
  48. *> problem; in this case a minimum norm solution is returned.
  49. *> The actual singular values are returned in D in ascending order.
  50. *>
  51. *> This code makes very mild assumptions about floating point
  52. *> arithmetic. It will work on machines with a guard digit in
  53. *> add/subtract, or on those binary machines without guard digits
  54. *> which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2.
  55. *> It could conceivably fail on hexadecimal or decimal machines
  56. *> without guard digits, but we know of none.
  57. *> \endverbatim
  58. *
  59. * Arguments:
  60. * ==========
  61. *
  62. *> \param[in] UPLO
  63. *> \verbatim
  64. *> UPLO is CHARACTER*1
  65. *> = 'U': D and E define an upper bidiagonal matrix.
  66. *> = 'L': D and E define a lower bidiagonal matrix.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] SMLSIZ
  70. *> \verbatim
  71. *> SMLSIZ is INTEGER
  72. *> The maximum size of the subproblems at the bottom of the
  73. *> computation tree.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] N
  77. *> \verbatim
  78. *> N is INTEGER
  79. *> The dimension of the bidiagonal matrix. N >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] NRHS
  83. *> \verbatim
  84. *> NRHS is INTEGER
  85. *> The number of columns of B. NRHS must be at least 1.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] D
  89. *> \verbatim
  90. *> D is DOUBLE PRECISION array, dimension (N)
  91. *> On entry D contains the main diagonal of the bidiagonal
  92. *> matrix. On exit, if INFO = 0, D contains its singular values.
  93. *> \endverbatim
  94. *>
  95. *> \param[in,out] E
  96. *> \verbatim
  97. *> E is DOUBLE PRECISION array, dimension (N-1)
  98. *> Contains the super-diagonal entries of the bidiagonal matrix.
  99. *> On exit, E has been destroyed.
  100. *> \endverbatim
  101. *>
  102. *> \param[in,out] B
  103. *> \verbatim
  104. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  105. *> On input, B contains the right hand sides of the least
  106. *> squares problem. On output, B contains the solution X.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDB
  110. *> \verbatim
  111. *> LDB is INTEGER
  112. *> The leading dimension of B in the calling subprogram.
  113. *> LDB must be at least max(1,N).
  114. *> \endverbatim
  115. *>
  116. *> \param[in] RCOND
  117. *> \verbatim
  118. *> RCOND is DOUBLE PRECISION
  119. *> The singular values of A less than or equal to RCOND times
  120. *> the largest singular value are treated as zero in solving
  121. *> the least squares problem. If RCOND is negative,
  122. *> machine precision is used instead.
  123. *> For example, if diag(S)*X=B were the least squares problem,
  124. *> where diag(S) is a diagonal matrix of singular values, the
  125. *> solution would be X(i) = B(i) / S(i) if S(i) is greater than
  126. *> RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to
  127. *> RCOND*max(S).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] RANK
  131. *> \verbatim
  132. *> RANK is INTEGER
  133. *> The number of singular values of A greater than RCOND times
  134. *> the largest singular value.
  135. *> \endverbatim
  136. *>
  137. *> \param[out] WORK
  138. *> \verbatim
  139. *> WORK is COMPLEX*16 array, dimension (N * NRHS)
  140. *> \endverbatim
  141. *>
  142. *> \param[out] RWORK
  143. *> \verbatim
  144. *> RWORK is DOUBLE PRECISION array, dimension at least
  145. *> (9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  146. *> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS ),
  147. *> where
  148. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  149. *> \endverbatim
  150. *>
  151. *> \param[out] IWORK
  152. *> \verbatim
  153. *> IWORK is INTEGER array, dimension at least
  154. *> (3*N*NLVL + 11*N).
  155. *> \endverbatim
  156. *>
  157. *> \param[out] INFO
  158. *> \verbatim
  159. *> INFO is INTEGER
  160. *> = 0: successful exit.
  161. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  162. *> > 0: The algorithm failed to compute a singular value while
  163. *> working on the submatrix lying in rows and columns
  164. *> INFO/(N+1) through MOD(INFO,N+1).
  165. *> \endverbatim
  166. *
  167. * Authors:
  168. * ========
  169. *
  170. *> \author Univ. of Tennessee
  171. *> \author Univ. of California Berkeley
  172. *> \author Univ. of Colorado Denver
  173. *> \author NAG Ltd.
  174. *
  175. *> \date June 2017
  176. *
  177. *> \ingroup complex16OTHERcomputational
  178. *
  179. *> \par Contributors:
  180. * ==================
  181. *>
  182. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  183. *> California at Berkeley, USA \n
  184. *> Osni Marques, LBNL/NERSC, USA \n
  185. *
  186. * =====================================================================
  187. SUBROUTINE ZLALSD( UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND,
  188. $ RANK, WORK, RWORK, IWORK, INFO )
  189. *
  190. * -- LAPACK computational routine (version 3.7.1) --
  191. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  192. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  193. * June 2017
  194. *
  195. * .. Scalar Arguments ..
  196. CHARACTER UPLO
  197. INTEGER INFO, LDB, N, NRHS, RANK, SMLSIZ
  198. DOUBLE PRECISION RCOND
  199. * ..
  200. * .. Array Arguments ..
  201. INTEGER IWORK( * )
  202. DOUBLE PRECISION D( * ), E( * ), RWORK( * )
  203. COMPLEX*16 B( LDB, * ), WORK( * )
  204. * ..
  205. *
  206. * =====================================================================
  207. *
  208. * .. Parameters ..
  209. DOUBLE PRECISION ZERO, ONE, TWO
  210. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
  211. COMPLEX*16 CZERO
  212. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ) )
  213. * ..
  214. * .. Local Scalars ..
  215. INTEGER BX, BXST, C, DIFL, DIFR, GIVCOL, GIVNUM,
  216. $ GIVPTR, I, ICMPQ1, ICMPQ2, IRWB, IRWIB, IRWRB,
  217. $ IRWU, IRWVT, IRWWRK, IWK, J, JCOL, JIMAG,
  218. $ JREAL, JROW, K, NLVL, NM1, NRWORK, NSIZE, NSUB,
  219. $ PERM, POLES, S, SIZEI, SMLSZP, SQRE, ST, ST1,
  220. $ U, VT, Z
  221. DOUBLE PRECISION CS, EPS, ORGNRM, RCND, R, SN, TOL
  222. * ..
  223. * .. External Functions ..
  224. INTEGER IDAMAX
  225. DOUBLE PRECISION DLAMCH, DLANST
  226. EXTERNAL IDAMAX, DLAMCH, DLANST
  227. * ..
  228. * .. External Subroutines ..
  229. EXTERNAL DGEMM, DLARTG, DLASCL, DLASDA, DLASDQ, DLASET,
  230. $ DLASRT, XERBLA, ZCOPY, ZDROT, ZLACPY, ZLALSA,
  231. $ ZLASCL, ZLASET
  232. * ..
  233. * .. Intrinsic Functions ..
  234. INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, LOG, SIGN
  235. * ..
  236. * .. Executable Statements ..
  237. *
  238. * Test the input parameters.
  239. *
  240. INFO = 0
  241. *
  242. IF( N.LT.0 ) THEN
  243. INFO = -3
  244. ELSE IF( NRHS.LT.1 ) THEN
  245. INFO = -4
  246. ELSE IF( ( LDB.LT.1 ) .OR. ( LDB.LT.N ) ) THEN
  247. INFO = -8
  248. END IF
  249. IF( INFO.NE.0 ) THEN
  250. CALL XERBLA( 'ZLALSD', -INFO )
  251. RETURN
  252. END IF
  253. *
  254. EPS = DLAMCH( 'Epsilon' )
  255. *
  256. * Set up the tolerance.
  257. *
  258. IF( ( RCOND.LE.ZERO ) .OR. ( RCOND.GE.ONE ) ) THEN
  259. RCND = EPS
  260. ELSE
  261. RCND = RCOND
  262. END IF
  263. *
  264. RANK = 0
  265. *
  266. * Quick return if possible.
  267. *
  268. IF( N.EQ.0 ) THEN
  269. RETURN
  270. ELSE IF( N.EQ.1 ) THEN
  271. IF( D( 1 ).EQ.ZERO ) THEN
  272. CALL ZLASET( 'A', 1, NRHS, CZERO, CZERO, B, LDB )
  273. ELSE
  274. RANK = 1
  275. CALL ZLASCL( 'G', 0, 0, D( 1 ), ONE, 1, NRHS, B, LDB, INFO )
  276. D( 1 ) = ABS( D( 1 ) )
  277. END IF
  278. RETURN
  279. END IF
  280. *
  281. * Rotate the matrix if it is lower bidiagonal.
  282. *
  283. IF( UPLO.EQ.'L' ) THEN
  284. DO 10 I = 1, N - 1
  285. CALL DLARTG( D( I ), E( I ), CS, SN, R )
  286. D( I ) = R
  287. E( I ) = SN*D( I+1 )
  288. D( I+1 ) = CS*D( I+1 )
  289. IF( NRHS.EQ.1 ) THEN
  290. CALL ZDROT( 1, B( I, 1 ), 1, B( I+1, 1 ), 1, CS, SN )
  291. ELSE
  292. RWORK( I*2-1 ) = CS
  293. RWORK( I*2 ) = SN
  294. END IF
  295. 10 CONTINUE
  296. IF( NRHS.GT.1 ) THEN
  297. DO 30 I = 1, NRHS
  298. DO 20 J = 1, N - 1
  299. CS = RWORK( J*2-1 )
  300. SN = RWORK( J*2 )
  301. CALL ZDROT( 1, B( J, I ), 1, B( J+1, I ), 1, CS, SN )
  302. 20 CONTINUE
  303. 30 CONTINUE
  304. END IF
  305. END IF
  306. *
  307. * Scale.
  308. *
  309. NM1 = N - 1
  310. ORGNRM = DLANST( 'M', N, D, E )
  311. IF( ORGNRM.EQ.ZERO ) THEN
  312. CALL ZLASET( 'A', N, NRHS, CZERO, CZERO, B, LDB )
  313. RETURN
  314. END IF
  315. *
  316. CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO )
  317. CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, NM1, 1, E, NM1, INFO )
  318. *
  319. * If N is smaller than the minimum divide size SMLSIZ, then solve
  320. * the problem with another solver.
  321. *
  322. IF( N.LE.SMLSIZ ) THEN
  323. IRWU = 1
  324. IRWVT = IRWU + N*N
  325. IRWWRK = IRWVT + N*N
  326. IRWRB = IRWWRK
  327. IRWIB = IRWRB + N*NRHS
  328. IRWB = IRWIB + N*NRHS
  329. CALL DLASET( 'A', N, N, ZERO, ONE, RWORK( IRWU ), N )
  330. CALL DLASET( 'A', N, N, ZERO, ONE, RWORK( IRWVT ), N )
  331. CALL DLASDQ( 'U', 0, N, N, N, 0, D, E, RWORK( IRWVT ), N,
  332. $ RWORK( IRWU ), N, RWORK( IRWWRK ), 1,
  333. $ RWORK( IRWWRK ), INFO )
  334. IF( INFO.NE.0 ) THEN
  335. RETURN
  336. END IF
  337. *
  338. * In the real version, B is passed to DLASDQ and multiplied
  339. * internally by Q**H. Here B is complex and that product is
  340. * computed below in two steps (real and imaginary parts).
  341. *
  342. J = IRWB - 1
  343. DO 50 JCOL = 1, NRHS
  344. DO 40 JROW = 1, N
  345. J = J + 1
  346. RWORK( J ) = DBLE( B( JROW, JCOL ) )
  347. 40 CONTINUE
  348. 50 CONTINUE
  349. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWU ), N,
  350. $ RWORK( IRWB ), N, ZERO, RWORK( IRWRB ), N )
  351. J = IRWB - 1
  352. DO 70 JCOL = 1, NRHS
  353. DO 60 JROW = 1, N
  354. J = J + 1
  355. RWORK( J ) = DIMAG( B( JROW, JCOL ) )
  356. 60 CONTINUE
  357. 70 CONTINUE
  358. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWU ), N,
  359. $ RWORK( IRWB ), N, ZERO, RWORK( IRWIB ), N )
  360. JREAL = IRWRB - 1
  361. JIMAG = IRWIB - 1
  362. DO 90 JCOL = 1, NRHS
  363. DO 80 JROW = 1, N
  364. JREAL = JREAL + 1
  365. JIMAG = JIMAG + 1
  366. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  367. $ RWORK( JIMAG ) )
  368. 80 CONTINUE
  369. 90 CONTINUE
  370. *
  371. TOL = RCND*ABS( D( IDAMAX( N, D, 1 ) ) )
  372. DO 100 I = 1, N
  373. IF( D( I ).LE.TOL ) THEN
  374. CALL ZLASET( 'A', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  375. ELSE
  376. CALL ZLASCL( 'G', 0, 0, D( I ), ONE, 1, NRHS, B( I, 1 ),
  377. $ LDB, INFO )
  378. RANK = RANK + 1
  379. END IF
  380. 100 CONTINUE
  381. *
  382. * Since B is complex, the following call to DGEMM is performed
  383. * in two steps (real and imaginary parts). That is for V * B
  384. * (in the real version of the code V**H is stored in WORK).
  385. *
  386. * CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, WORK, N, B, LDB, ZERO,
  387. * $ WORK( NWORK ), N )
  388. *
  389. J = IRWB - 1
  390. DO 120 JCOL = 1, NRHS
  391. DO 110 JROW = 1, N
  392. J = J + 1
  393. RWORK( J ) = DBLE( B( JROW, JCOL ) )
  394. 110 CONTINUE
  395. 120 CONTINUE
  396. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWVT ), N,
  397. $ RWORK( IRWB ), N, ZERO, RWORK( IRWRB ), N )
  398. J = IRWB - 1
  399. DO 140 JCOL = 1, NRHS
  400. DO 130 JROW = 1, N
  401. J = J + 1
  402. RWORK( J ) = DIMAG( B( JROW, JCOL ) )
  403. 130 CONTINUE
  404. 140 CONTINUE
  405. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWVT ), N,
  406. $ RWORK( IRWB ), N, ZERO, RWORK( IRWIB ), N )
  407. JREAL = IRWRB - 1
  408. JIMAG = IRWIB - 1
  409. DO 160 JCOL = 1, NRHS
  410. DO 150 JROW = 1, N
  411. JREAL = JREAL + 1
  412. JIMAG = JIMAG + 1
  413. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  414. $ RWORK( JIMAG ) )
  415. 150 CONTINUE
  416. 160 CONTINUE
  417. *
  418. * Unscale.
  419. *
  420. CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
  421. CALL DLASRT( 'D', N, D, INFO )
  422. CALL ZLASCL( 'G', 0, 0, ORGNRM, ONE, N, NRHS, B, LDB, INFO )
  423. *
  424. RETURN
  425. END IF
  426. *
  427. * Book-keeping and setting up some constants.
  428. *
  429. NLVL = INT( LOG( DBLE( N ) / DBLE( SMLSIZ+1 ) ) / LOG( TWO ) ) + 1
  430. *
  431. SMLSZP = SMLSIZ + 1
  432. *
  433. U = 1
  434. VT = 1 + SMLSIZ*N
  435. DIFL = VT + SMLSZP*N
  436. DIFR = DIFL + NLVL*N
  437. Z = DIFR + NLVL*N*2
  438. C = Z + NLVL*N
  439. S = C + N
  440. POLES = S + N
  441. GIVNUM = POLES + 2*NLVL*N
  442. NRWORK = GIVNUM + 2*NLVL*N
  443. BX = 1
  444. *
  445. IRWRB = NRWORK
  446. IRWIB = IRWRB + SMLSIZ*NRHS
  447. IRWB = IRWIB + SMLSIZ*NRHS
  448. *
  449. SIZEI = 1 + N
  450. K = SIZEI + N
  451. GIVPTR = K + N
  452. PERM = GIVPTR + N
  453. GIVCOL = PERM + NLVL*N
  454. IWK = GIVCOL + NLVL*N*2
  455. *
  456. ST = 1
  457. SQRE = 0
  458. ICMPQ1 = 1
  459. ICMPQ2 = 0
  460. NSUB = 0
  461. *
  462. DO 170 I = 1, N
  463. IF( ABS( D( I ) ).LT.EPS ) THEN
  464. D( I ) = SIGN( EPS, D( I ) )
  465. END IF
  466. 170 CONTINUE
  467. *
  468. DO 240 I = 1, NM1
  469. IF( ( ABS( E( I ) ).LT.EPS ) .OR. ( I.EQ.NM1 ) ) THEN
  470. NSUB = NSUB + 1
  471. IWORK( NSUB ) = ST
  472. *
  473. * Subproblem found. First determine its size and then
  474. * apply divide and conquer on it.
  475. *
  476. IF( I.LT.NM1 ) THEN
  477. *
  478. * A subproblem with E(I) small for I < NM1.
  479. *
  480. NSIZE = I - ST + 1
  481. IWORK( SIZEI+NSUB-1 ) = NSIZE
  482. ELSE IF( ABS( E( I ) ).GE.EPS ) THEN
  483. *
  484. * A subproblem with E(NM1) not too small but I = NM1.
  485. *
  486. NSIZE = N - ST + 1
  487. IWORK( SIZEI+NSUB-1 ) = NSIZE
  488. ELSE
  489. *
  490. * A subproblem with E(NM1) small. This implies an
  491. * 1-by-1 subproblem at D(N), which is not solved
  492. * explicitly.
  493. *
  494. NSIZE = I - ST + 1
  495. IWORK( SIZEI+NSUB-1 ) = NSIZE
  496. NSUB = NSUB + 1
  497. IWORK( NSUB ) = N
  498. IWORK( SIZEI+NSUB-1 ) = 1
  499. CALL ZCOPY( NRHS, B( N, 1 ), LDB, WORK( BX+NM1 ), N )
  500. END IF
  501. ST1 = ST - 1
  502. IF( NSIZE.EQ.1 ) THEN
  503. *
  504. * This is a 1-by-1 subproblem and is not solved
  505. * explicitly.
  506. *
  507. CALL ZCOPY( NRHS, B( ST, 1 ), LDB, WORK( BX+ST1 ), N )
  508. ELSE IF( NSIZE.LE.SMLSIZ ) THEN
  509. *
  510. * This is a small subproblem and is solved by DLASDQ.
  511. *
  512. CALL DLASET( 'A', NSIZE, NSIZE, ZERO, ONE,
  513. $ RWORK( VT+ST1 ), N )
  514. CALL DLASET( 'A', NSIZE, NSIZE, ZERO, ONE,
  515. $ RWORK( U+ST1 ), N )
  516. CALL DLASDQ( 'U', 0, NSIZE, NSIZE, NSIZE, 0, D( ST ),
  517. $ E( ST ), RWORK( VT+ST1 ), N, RWORK( U+ST1 ),
  518. $ N, RWORK( NRWORK ), 1, RWORK( NRWORK ),
  519. $ INFO )
  520. IF( INFO.NE.0 ) THEN
  521. RETURN
  522. END IF
  523. *
  524. * In the real version, B is passed to DLASDQ and multiplied
  525. * internally by Q**H. Here B is complex and that product is
  526. * computed below in two steps (real and imaginary parts).
  527. *
  528. J = IRWB - 1
  529. DO 190 JCOL = 1, NRHS
  530. DO 180 JROW = ST, ST + NSIZE - 1
  531. J = J + 1
  532. RWORK( J ) = DBLE( B( JROW, JCOL ) )
  533. 180 CONTINUE
  534. 190 CONTINUE
  535. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  536. $ RWORK( U+ST1 ), N, RWORK( IRWB ), NSIZE,
  537. $ ZERO, RWORK( IRWRB ), NSIZE )
  538. J = IRWB - 1
  539. DO 210 JCOL = 1, NRHS
  540. DO 200 JROW = ST, ST + NSIZE - 1
  541. J = J + 1
  542. RWORK( J ) = DIMAG( B( JROW, JCOL ) )
  543. 200 CONTINUE
  544. 210 CONTINUE
  545. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  546. $ RWORK( U+ST1 ), N, RWORK( IRWB ), NSIZE,
  547. $ ZERO, RWORK( IRWIB ), NSIZE )
  548. JREAL = IRWRB - 1
  549. JIMAG = IRWIB - 1
  550. DO 230 JCOL = 1, NRHS
  551. DO 220 JROW = ST, ST + NSIZE - 1
  552. JREAL = JREAL + 1
  553. JIMAG = JIMAG + 1
  554. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  555. $ RWORK( JIMAG ) )
  556. 220 CONTINUE
  557. 230 CONTINUE
  558. *
  559. CALL ZLACPY( 'A', NSIZE, NRHS, B( ST, 1 ), LDB,
  560. $ WORK( BX+ST1 ), N )
  561. ELSE
  562. *
  563. * A large problem. Solve it using divide and conquer.
  564. *
  565. CALL DLASDA( ICMPQ1, SMLSIZ, NSIZE, SQRE, D( ST ),
  566. $ E( ST ), RWORK( U+ST1 ), N, RWORK( VT+ST1 ),
  567. $ IWORK( K+ST1 ), RWORK( DIFL+ST1 ),
  568. $ RWORK( DIFR+ST1 ), RWORK( Z+ST1 ),
  569. $ RWORK( POLES+ST1 ), IWORK( GIVPTR+ST1 ),
  570. $ IWORK( GIVCOL+ST1 ), N, IWORK( PERM+ST1 ),
  571. $ RWORK( GIVNUM+ST1 ), RWORK( C+ST1 ),
  572. $ RWORK( S+ST1 ), RWORK( NRWORK ),
  573. $ IWORK( IWK ), INFO )
  574. IF( INFO.NE.0 ) THEN
  575. RETURN
  576. END IF
  577. BXST = BX + ST1
  578. CALL ZLALSA( ICMPQ2, SMLSIZ, NSIZE, NRHS, B( ST, 1 ),
  579. $ LDB, WORK( BXST ), N, RWORK( U+ST1 ), N,
  580. $ RWORK( VT+ST1 ), IWORK( K+ST1 ),
  581. $ RWORK( DIFL+ST1 ), RWORK( DIFR+ST1 ),
  582. $ RWORK( Z+ST1 ), RWORK( POLES+ST1 ),
  583. $ IWORK( GIVPTR+ST1 ), IWORK( GIVCOL+ST1 ), N,
  584. $ IWORK( PERM+ST1 ), RWORK( GIVNUM+ST1 ),
  585. $ RWORK( C+ST1 ), RWORK( S+ST1 ),
  586. $ RWORK( NRWORK ), IWORK( IWK ), INFO )
  587. IF( INFO.NE.0 ) THEN
  588. RETURN
  589. END IF
  590. END IF
  591. ST = I + 1
  592. END IF
  593. 240 CONTINUE
  594. *
  595. * Apply the singular values and treat the tiny ones as zero.
  596. *
  597. TOL = RCND*ABS( D( IDAMAX( N, D, 1 ) ) )
  598. *
  599. DO 250 I = 1, N
  600. *
  601. * Some of the elements in D can be negative because 1-by-1
  602. * subproblems were not solved explicitly.
  603. *
  604. IF( ABS( D( I ) ).LE.TOL ) THEN
  605. CALL ZLASET( 'A', 1, NRHS, CZERO, CZERO, WORK( BX+I-1 ), N )
  606. ELSE
  607. RANK = RANK + 1
  608. CALL ZLASCL( 'G', 0, 0, D( I ), ONE, 1, NRHS,
  609. $ WORK( BX+I-1 ), N, INFO )
  610. END IF
  611. D( I ) = ABS( D( I ) )
  612. 250 CONTINUE
  613. *
  614. * Now apply back the right singular vectors.
  615. *
  616. ICMPQ2 = 1
  617. DO 320 I = 1, NSUB
  618. ST = IWORK( I )
  619. ST1 = ST - 1
  620. NSIZE = IWORK( SIZEI+I-1 )
  621. BXST = BX + ST1
  622. IF( NSIZE.EQ.1 ) THEN
  623. CALL ZCOPY( NRHS, WORK( BXST ), N, B( ST, 1 ), LDB )
  624. ELSE IF( NSIZE.LE.SMLSIZ ) THEN
  625. *
  626. * Since B and BX are complex, the following call to DGEMM
  627. * is performed in two steps (real and imaginary parts).
  628. *
  629. * CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  630. * $ RWORK( VT+ST1 ), N, RWORK( BXST ), N, ZERO,
  631. * $ B( ST, 1 ), LDB )
  632. *
  633. J = BXST - N - 1
  634. JREAL = IRWB - 1
  635. DO 270 JCOL = 1, NRHS
  636. J = J + N
  637. DO 260 JROW = 1, NSIZE
  638. JREAL = JREAL + 1
  639. RWORK( JREAL ) = DBLE( WORK( J+JROW ) )
  640. 260 CONTINUE
  641. 270 CONTINUE
  642. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  643. $ RWORK( VT+ST1 ), N, RWORK( IRWB ), NSIZE, ZERO,
  644. $ RWORK( IRWRB ), NSIZE )
  645. J = BXST - N - 1
  646. JIMAG = IRWB - 1
  647. DO 290 JCOL = 1, NRHS
  648. J = J + N
  649. DO 280 JROW = 1, NSIZE
  650. JIMAG = JIMAG + 1
  651. RWORK( JIMAG ) = DIMAG( WORK( J+JROW ) )
  652. 280 CONTINUE
  653. 290 CONTINUE
  654. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  655. $ RWORK( VT+ST1 ), N, RWORK( IRWB ), NSIZE, ZERO,
  656. $ RWORK( IRWIB ), NSIZE )
  657. JREAL = IRWRB - 1
  658. JIMAG = IRWIB - 1
  659. DO 310 JCOL = 1, NRHS
  660. DO 300 JROW = ST, ST + NSIZE - 1
  661. JREAL = JREAL + 1
  662. JIMAG = JIMAG + 1
  663. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  664. $ RWORK( JIMAG ) )
  665. 300 CONTINUE
  666. 310 CONTINUE
  667. ELSE
  668. CALL ZLALSA( ICMPQ2, SMLSIZ, NSIZE, NRHS, WORK( BXST ), N,
  669. $ B( ST, 1 ), LDB, RWORK( U+ST1 ), N,
  670. $ RWORK( VT+ST1 ), IWORK( K+ST1 ),
  671. $ RWORK( DIFL+ST1 ), RWORK( DIFR+ST1 ),
  672. $ RWORK( Z+ST1 ), RWORK( POLES+ST1 ),
  673. $ IWORK( GIVPTR+ST1 ), IWORK( GIVCOL+ST1 ), N,
  674. $ IWORK( PERM+ST1 ), RWORK( GIVNUM+ST1 ),
  675. $ RWORK( C+ST1 ), RWORK( S+ST1 ),
  676. $ RWORK( NRWORK ), IWORK( IWK ), INFO )
  677. IF( INFO.NE.0 ) THEN
  678. RETURN
  679. END IF
  680. END IF
  681. 320 CONTINUE
  682. *
  683. * Unscale and sort the singular values.
  684. *
  685. CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
  686. CALL DLASRT( 'D', N, D, INFO )
  687. CALL ZLASCL( 'G', 0, 0, ORGNRM, ONE, N, NRHS, B, LDB, INFO )
  688. *
  689. RETURN
  690. *
  691. * End of ZLALSD
  692. *
  693. END